It is worth mentioning that among the derivative-free methods that minimize strict quasi-convex functions over a closed bounded interval, the Fibonacci search method is the most efficient in that it requires the smallest number of observations for a given reduction in the length of the searched interval [1]}. Moreover, in the context of finding the optimal number of features another advantage of the Fibonacci search over other line search methods is that it works on integers (subsequent Fibonacci numbers) as opposed to real-valued uncertainty intervals.
